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Teaching Skills & Others
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Shared by Anonymous
2018-08-25
Professor:
Course Description
modern data analysis techniques that are commonly used in financial and risk management. Topics include applications of multivariate techniques such as principal component and canonical correlation to asset management, Value-at-Risks, GARCH model in estimating volatility, time series methods in term-structure analysis, and data mining methods such as logistic regression, k-means clustering and classification tree, and neural network.
Assessment
30%group project( process a database) three assignments totally worth 15%, 55% for the final (closed book) examination
Grading
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Teaching Skills & Others
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CUHK
RMSC4002 Data Analysis in Finance and Risk Management Science